Joseph Najnudel (joint with probability)

On unitarily invariant ensembles of infinite Hermitian matrices

The unitarily invariant probability measures on infinite Hermitian
matrices have been classified by Olshanski and Vershik. In their work,
and another work by Borodin and Olshanski, the authors prove the almost
sure convergence of the renormalized extreme eigenvalues of the minors
when the dimension goes to infinity. In this talk, I present these
results, and another convergence result on eigenvectors I have recently proven.
These results apply in particular to the image of the Circular Unitary Ensemble by the Cayley transform which maps the
unit circle to the real line.

See https://www.bristolmathsresearch.org/seminar/joseph-najnudel/ for full listing